+62.6%
KLAC vs IRE
-84.4%
+147.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +14.0% | -6.7% | +5.5% |
| 7D | +5.7% | +54.8% | -49.1% | -0.3% |
| 30D | -3.6% | +18.4% | -22.0% | -7.0% |
| 3M | -12.8% | -66.7% | +53.9% | -6.2% |
| 6M | +26.1% | -52.3% | +78.4% | +24.4% |
| YTD | +53.3% | -52.3% | +105.6% | +47.7% |
| All | +62.6% | -84.4% | +147.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling